+29.4%
MMM vs COR
+184.0%
-154.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | -3.3% | +2.8% | -6.1% | -3.7% |
| 30D | -7.0% | +4.5% | -11.6% | -7.7% |
| 3M | +10.8% | +22.7% | -11.8% | +7.3% |
| 6M | +5.8% | -9.7% | +15.5% | +7.8% |
| YTD | +6.8% | -1.4% | +8.2% | +6.3% |
| 1Y | +10.4% | +13.9% | -3.5% | +5.9% |
| 3Y | +104.7% | +94.0% | +10.7% | +63.0% |
| All | +29.4% | +184.0% | -154.6% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling